Let X1 …, Xn be jointly distributed random variates. The quantity log Σexp Xi is called the “power sum” of the variates X1 …, Xn. Previous articles [1, 4] find the moment generating function, expectation, and variance of the power sum of two normally distributed Xi’s. We generalize these results to the case of n jointly distributed variates.
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty